XLF Option Chain
End of day data from January 22, 2021 for XLF options expiring on January 29, 2021.
| Symbol | Type | Strike | Last | Bid / Size | Ask / Size | Volume | OI | IV | Delta | Theta | Gamma | Vega | Rho |
| XLF29Jan21C31.00 | CALL | 31.00 | $0.16 | $0.15 / 4 | $0.19 / 63 | 54,026 | 16,384 | 23.959634% | 0.279927 | -0.023845 | 0.291511 | 0.015100 | 0.001817 |
| XLF29Jan21C31.50 | CALL | 31.50 | $0.08 | $0.07 / 60 | $0.10 / 10 | 17,581 | 95,589 | 24.878649% | 0.157905 | -0.017156 | 0.208934 | 0.010823 | 0.001028 |
| XLF29Jan21P30.50 | PUT | 30.50 | $0.46 | $0.44 / 67 | $0.54 / 19 | 6,278 | 18,999 | 21.182027% | -0.561647 | -0.029291 | 0.341286 | 0.017678 | -0.003856 |
| XLF29Jan21P28.00 | PUT | 28.00 | $0.01 | $0.02 / 50 | $0.03 / 48 | 3,191 | 3,651 | 31.407780% | -0.018310 | -0.003269 | 0.038908 | 0.002015 | -0.000123 |
| XLF29Jan21C30.50 | CALL | 30.50 | $0.32 | $0.28 / 69 | $0.34 / 92 | 1,637 | 2,689 | 22.455593% | 0.437929 | -0.027746 | 0.341286 | 0.017678 | 0.002829 |
| XLF29Jan21P30.00 | PUT | 30.00 | $0.22 | $0.21 / 225 | $0.26 / 72 | 1,458 | 2,597 | 20.478935% | -0.390241 | -0.028280 | 0.332333 | 0.017215 | -0.002664 |
| XLF29Jan21P29.50 | PUT | 29.50 | $0.09 | $0.08 / 154 | $0.10 / 1 | 979 | 7,418 | 20.106945% | -0.235796 | -0.022572 | 0.266657 | 0.013813 | -0.001602 |
| XLF29Jan21C30.00 | CALL | 30.00 | $0.58 | $0.48 / 307 | $0.62 / 147 | 898 | 1,277 | 21.505418% | 0.609335 | -0.026735 | 0.332333 | 0.017215 | 0.003912 |
| XLF29Jan21P29.00 | PUT | 29.00 | $0.04 | $0.02 / 206 | $0.04 / 10 | 801 | 958 | 20.495536% | -0.121268 | -0.014725 | 0.174557 | 0.009042 | -0.000821 |
| XLF29Jan21P31.00 | PUT | 31.00 | $0.80 | $0.73 / 221 | $0.94 / 248 | 571 | 1,889 | 21.352360% | -0.719648 | -0.025389 | 0.291511 | 0.015100 | -0.004978 |
| XLF29Jan21C32.00 | CALL | 32.00 | $0.05 | $0.03 / 48 | $0.05 / 10 | 316 | 34,857 | 25.694690% | 0.078306 | -0.010431 | 0.126704 | 0.006563 | 0.000511 |
| XLF29Jan21P31.50 | PUT | 31.50 | $1.23 | $1.15 / 95 | $1.42 / 191 | 224 | 2,596 | 24.652895% | -0.841671 | -0.018699 | 0.208934 | 0.010823 | -0.005876 |
| XLF29Jan21C33.00 | CALL | 33.00 | $0.02 | $0.01 / 276 | $0.03 / 109 | 169 | 56,163 | 31.668642% | 0.013058 | -0.002404 | 0.029110 | 0.001508 | 0.000086 |
| XLF29Jan21C29.50 | CALL | 29.50 | $0.95 | $0.79 / 200 | $1.08 / 304 | 129 | 5,412 | 23.869732% | 0.763780 | -0.021025 | 0.266657 | 0.013813 | 0.004864 |
| XLF29Jan21C29.00 | CALL | 29.00 | $1.40 | $1.21 / 152 | $1.49 / 232 | 129 | 2,996 | 23.639291% | 0.878308 | -0.013177 | 0.174557 | 0.009042 | 0.005535 |
| XLF29Jan21P32.00 | PUT | 32.00 | $1.67 | $1.56 / 140 | $1.90 / 240 | 87 | 1,357 | 23.636164% | -0.921270 | -0.011973 | 0.126704 | 0.006563 | -0.006502 |
| XLF29Jan21C33.50 | CALL | 33.50 | $0.02 | $0.01 / 140 | $0.02 / 10 | 61 | 2,667 | 34.471756% | 0.004405 | -0.000925 | 0.011188 | 0.000580 | 0.000029 |
| XLF29Jan21C32.50 | CALL | 32.50 | $0.03 | $0.01 / 322 | $0.03 / 3 | 50 | 12,683 | 26.997506% | 0.034105 | -0.005404 | 0.065523 | 0.003394 | 0.000223 |
| XLF29Jan21P28.50 | PUT | 28.50 | $0.03 | $0.01 / 16 | $0.03 / 819 | 35 | 2,372 | 24.464487% | -0.052051 | -0.007763 | 0.092242 | 0.004778 | -0.000351 |
| XLF29Jan21C28.50 | CALL | 28.50 | $1.72 | $1.22 / 41 | $2.00 / 41 | 25 | 418 | 29.654954% | 0.947524 | -0.006214 | 0.092242 | 0.004778 | 0.005895 |
| XLF29Jan21C34.00 | CALL | 34.00 | $0.02 | $0.01 / 103 | $0.02 / 3 | 21 | 586 | 38.659401% | 0.001314 | -0.000310 | 0.003745 | 0.000194 | 0.000009 |
| XLF29Jan21C27.00 | CALL | 27.00 | $3.30 | $2.33 / 41 | $4.70 / 37 | 19 | 23 | 72.048796% | 0.998412 | 0.001271 | 0.003352 | 0.000174 | 0.005910 |
| XLF29Jan21C26.50 | CALL | 26.50 | $3.75 | $1.50 / 38 | $6.40 / 51 | 16 | 5 | 72.238930% | 0.999372 | 0.001497 | 0.000667 | 0.000035 | 0.005807 |
| XLF29Jan21P27.00 | PUT | 27.00 | $0.03 | $0.01 / 8 | $0.06 / 204 | 14 | 1,027 | 45.674304% | -0.001164 | -0.000281 | 0.003352 | 0.000174 | -0.000008 |
| XLF29Jan21C34.50 | CALL | 34.50 | $0.01 | $0.01 / 16 | $0.06 / 134 | 10 | 40 | 49.188876% | 0.000347 | -0.000091 | 0.001098 | 0.000057 | 0.000002 |
| XLF29Jan21C27.50 | CALL | 27.50 | $2.76 | $2.39 / 56 | $3.55 / 41 | 6 | 1,120 | 59.282825% | 0.994388 | 0.000465 | 0.012943 | 0.000670 | 0.005992 |
| XLF29Jan21C28.00 | CALL | 28.00 | $2.27 | $1.77 / 56 | $3.45 / 31 | 1 | 115 | 63.949015% | 0.981266 | -0.001719 | 0.038908 | 0.002015 | 0.006014 |
| XLF29Jan21C37.50 | CALL | 37.50 | | | $0.07 / 66 | 0 | 0 | 83.157478% | 0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| XLF29Jan21P37.50 | PUT | 37.50 | | $6.30 / 8 | $8.20 / 5 | 0 | 0 | 77.575314% | -0.999576 | -0.001530 | 0.000001 | 0.000000 | -0.008219 |
| XLF29Jan21C37.00 | CALL | 37.00 | | | $0.13 / 56 | 0 | 0 | 89.909705% | 0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| XLF29Jan21P37.00 | PUT | 37.00 | | $6.00 / 17 | $7.70 / 12 | 0 | 0 | 92.598822% | -0.999576 | -0.001531 | 0.000001 | 0.000000 | -0.008109 |
| XLF29Jan21C36.50 | CALL | 36.50 | | | $0.19 / 66 | 0 | 0 | 93.525391% | 0.000001 | 0.000000 | 0.000002 | 0.000000 | 0.000000 |
| XLF29Jan21P36.50 | PUT | 36.50 | | $5.40 / 12 | $7.05 / 12 | 0 | 0 | 61.508543% | -0.999575 | -0.001533 | 0.000002 | 0.000000 | -0.008000 |
| XLF29Jan21C35.50 | CALL | 35.50 | $0.06 | | $0.15 / 48 | 0 | 2 | 78.343011% | 0.000017 | -0.000005 | 0.000065 | 0.000003 | 0.000000 |
| XLF29Jan21P35.50 | PUT | 35.50 | | $4.25 / 5 | $6.40 / 9 | 0 | 0 | 74.586450% | -0.999558 | -0.001540 | 0.000065 | 0.000003 | -0.007781 |
| XLF29Jan21C35.00 | CALL | 35.00 | $0.03 | $0.01 / 250 | $0.08 / 75 | 0 | 33 | 56.068709% | 0.000082 | -0.000024 | 0.000284 | 0.000015 | 0.000001 |
| XLF29Jan21P35.00 | PUT | 35.00 | $4.05 | $4.20 / 110 | $4.70 / 1 | 0 | 1 | 36.708499% | -0.999494 | -0.001559 | 0.000284 | 0.000015 | -0.007671 |
| XLF29Jan21P34.50 | PUT | 34.50 | | $3.15 / 1 | $5.35 / 1 | 0 | 0 | 52.166975% | -0.999228 | -0.001627 | 0.001098 | 0.000057 | -0.007559 |
| XLF29Jan21P34.00 | PUT | 34.00 | $2.88 | $2.95 / 24 | $4.05 / 28 | 0 | 5 | 38.756044% | -0.998262 | -0.001847 | 0.003745 | 0.000194 | -0.007443 |
| XLF29Jan21P33.50 | PUT | 33.50 | | $0.96 / 18 | $5.50 / 14 | 0 | 0 | 38.309226% | -0.995170 | -0.002464 | 0.011188 | 0.000580 | -0.007313 |
| XLF29Jan21P33.00 | PUT | 33.00 | $2.20 | $2.26 / 14 | $3.10 / 20 | 0 | 96 | 22.596594% | -0.986517 | -0.003944 | 0.029110 | 0.001508 | -0.007147 |
| XLF29Jan21P32.50 | PUT | 32.50 | $1.37 | $1.60 / 28 | $2.55 / 32 | 0 | 17 | 22.095481% | -0.965471 | -0.006945 | 0.065523 | 0.003394 | -0.006900 |
| XLF29Jan21P27.50 | PUT | 27.50 | $0.03 | $0.01 / 21 | $0.07 / 12 | 0 | 535 | 40.771997% | -0.005188 | -0.001086 | 0.012943 | 0.000670 | -0.000035 |
| XLF29Jan21P26.50 | PUT | 26.50 | $0.02 | | $0.11 / 70 | 0 | 134 | 66.277442% | -0.000203 | -0.000056 | 0.000667 | 0.000035 | -0.000001 |
| XLF29Jan21P26.00 | PUT | 26.00 | $0.03 | | $0.01 / 100 | 0 | 1,762 | 47.279427% | -0.000027 | -0.000008 | 0.000100 | 0.000005 | 0.000000 |
| XLF29Jan21C26.00 | CALL | 26.00 | $4.70 | $3.75 / 22 | $5.55 / 11 | 0 | 38 | 102.867426% | 0.999548 | 0.001546 | 0.000100 | 0.000005 | 0.005698 |
| XLF29Jan21P25.50 | PUT | 25.50 | $0.01 | | $0.01 / 100 | 0 | 199 | 52.483093% | -0.000003 | -0.000001 | 0.000011 | 0.000001 | 0.000000 |
| XLF29Jan21C25.50 | CALL | 25.50 | $5.15 | $4.45 / 7 | $5.25 / 6 | 0 | 506 | 68.739954% | 0.999573 | 0.001554 | 0.000011 | 0.000001 | 0.005589 |
| XLF29Jan21C25.00 | CALL | 25.00 | $5.70 | $3.00 / 26 | $7.90 / 21 | 0 | 71 | 94.997773% | 0.999575 | 0.001556 | 0.000001 | 0.000000 | 0.005479 |
| XLF29Jan21P25.00 | PUT | 25.00 | $0.01 | | $0.01 / 100 | 0 | 1,028 | 57.739548% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| XLF29Jan21C24.50 | CALL | 24.50 | $6.25 | $3.70 / 5 | $8.25 / 5 | 0 | 85 | 106.662829% | 0.999576 | 0.001557 | 0.000001 | 0.000000 | 0.005370 |
| XLF29Jan21P24.50 | PUT | 24.50 | | | $0.17 / 38 | 0 | 0 | 105.501018% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| XLF29Jan21C24.00 | CALL | 24.00 | $6.95 | $5.45 / 13 | $7.50 / 11 | 0 | 315 | 114.614354% | 0.999576 | 0.001558 | 0.000001 | 0.000000 | 0.005260 |
| XLF29Jan21P24.00 | PUT | 24.00 | $0.02 | | $0.16 / 76 | 0 | 26 | 111.719968% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| XLF29Jan21P23.50 | PUT | 23.50 | $0.01 | | $0.15 / 61 | 0 | 30 | 117.807997% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| XLF29Jan21C23.50 | CALL | 23.50 | $7.20 | $6.10 / 8 | $8.00 / 8 | 0 | 53 | 134.327922% | 0.999576 | 0.001559 | 0.000001 | 0.000000 | 0.005151 |
| XLF29Jan21P23.00 | PUT | 23.00 | $0.04 | | $0.17 / 48 | 0 | 2 | 129.453312% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| XLF29Jan21C23.00 | CALL | 23.00 | $6.20 | $6.90 / 15 | $8.45 / 10 | 0 | 2 | 160.161554% | 0.999576 | 0.001560 | 0.000001 | 0.000000 | 0.005041 |
| XLF29Jan21P22.50 | PUT | 22.50 | $0.02 | | $0.15 / 42 | 0 | 17 | 133.741499% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| XLF29Jan21C22.50 | CALL | 22.50 | | $7.15 / 5 | $8.90 / 8 | 0 | 0 | 147.757895% | 0.999576 | 0.001561 | 0.000001 | 0.000000 | 0.004931 |
| XLF29Jan21P22.00 | PUT | 22.00 | $0.01 | | $0.16 / 70 | 0 | 19 | 143.955818% | 0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| XLF29Jan21C22.00 | CALL | 22.00 | $7.30 | $7.70 / 9 | $9.25 / 9 | 0 | 3 | 147.428780% | 0.999576 | 0.001562 | 0.000001 | 0.000000 | 0.004822 |
| XLF29Jan21C21.50 | CALL | 21.50 | | $8.10 / 5 | $10.10 / 8 | 0 | 0 | 177.876206% | 0.999576 | 0.001563 | 0.000001 | 0.000000 | 0.004712 |
| XLF29Jan21P21.50 | PUT | 21.50 | $0.03 | | $0.17 / 38 | 0 | 1 | 154.414442% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| XLF29Jan21C20.00 | CALL | 20.00 | | $9.60 / 12 | $11.55 / 11 | 0 | 0 | 202.559177% | 0.999576 | 0.001566 | 0.000001 | 0.000000 | 0.004383 |
| XLF29Jan21P20.00 | PUT | 20.00 | | | $0.16 / 61 | 0 | 0 | 178.370982% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |